You have loaded the font \dej but you have not used it.
\documentclass{article}
\usepackage{fontspec}
\newfontfamily{\dej}{DejaVu Sans} %
\begin{document}
\dej
Alpha: \symbol{"0391}\\ % this prints Α
alpha with tonos: ά
Alpha with tonos Ά
\end{document}
If you use the font with the characters you can just type them: you
don't need the \symbol{hex}.
But if you are writing in Greek,
\documentclass{article}
\usepackage{fontspec}
\usepackage{polyglossia}
\setmainfont{DejaVu Serif}
\setmainlanguage{greek}
\setotherlanguage{english}
\begin{document}
Alpha: \symbol{"0391} (αυτό εκτυπώνει το A)
άλφα με τόνο Α: ά
Άλφα με τόνο Ά
\end{document}
(Excuse my errors, I don't speak Greek).
Peter